Anic Equity¶
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Total return since start: 0.549 %¶
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Equity now: -----------------------------> 47322.38 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 45927.4 Kr¶
PnL: ---------------------------------------> -961.17 Kr¶
DD now: ---------------------------------> -2.689 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-26 10:40:50.918652'
Benchmark comparison TODAY¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | -0.250000 | 2782.500000 | 146.500000 | 5.560000 | 2636.000010 |
| HMS Networks | 2 | 15.270000 | 797.200000 | 124.200000 | 18.450000 | 673.000000 |
| FM Mattsson Mora Group B | 50 | 0.170000 | 3015.000000 | 88.000000 | 3.010000 | 2927.000000 |
| SAAB B | 8 | 0.940000 | 3440.000000 | 63.000000 | 1.870000 | 3377.000000 |
| MedCap | 2 | 0.430000 | 463.000000 | 42.000000 | 9.980000 | 421.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 0.230000 | 392.900000 | 37.900000 | 10.680000 | 355.000000 |
| Intrum | 4 | 6.370000 | 564.000000 | 37.000000 | 7.020000 | 527.000000 |
| Corem Property Group B | 59 | -2.290000 | 602.980000 | 25.980000 | 4.500000 | 576.999999 |
| AcadeMedia | 12 | -0.490000 | 582.720000 | 25.720000 | 4.620000 | 557.000004 |
| Resurs Holding | 22 | -0.620000 | 598.180000 | 24.180000 | 4.210000 | 573.999998 |
| Eastnine | 4 | 0.000000 | 502.400000 | 11.400000 | 2.320000 | 491.000000 |
| Boozt | 12 | -0.220000 | 1664.400000 | 10.400000 | 0.630000 | 1653.999996 |
| Norva24 Group | 16 | 0.700000 | 550.080000 | 7.080000 | 1.300000 | 543.000000 |
| Swedbank A | 3 | -1.710000 | 569.850000 | 5.850000 | 1.040000 | 564.000000 |
| Securitas B | 6 | -0.640000 | 575.040000 | 5.040000 | 0.880000 | 570.000000 |
| OEM International B | 7 | -0.910000 | 532.700000 | 4.700000 | 0.890000 | 527.999997 |
| Karnov Group | 9 | -0.170000 | 540.000000 | 4.000000 | 0.750000 | 536.000004 |
| Coor Service Management Hold. | 8 | 0.150000 | 536.000000 | 4.000000 | 0.750000 | 532.000000 |
| Creaspac SPAC | 6 | 0.520000 | 580.200000 | 3.200000 | 0.550000 | 577.000002 |
| Fastighetsbolag. Emilshus Pref | 21 | -1.820000 | 564.900000 | 2.900000 | 0.520000 | 562.000005 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.290000 | 246.960000 | 0.960000 | 0.390000 | 246.000000 |
| CTEK | 13 | 0.120000 | 529.750000 | -4.250000 | -0.800000 | 533.999999 |
| Beijer Electronics Group | 26 | -5.630000 | 2964.000000 | -7.000000 | -0.240000 | 2971.000006 |
| Midsona B | 63 | 1.800000 | 571.410000 | -11.590000 | -1.990000 | 582.999984 |
| Handelsbanken A | 5 | -1.530000 | 531.500000 | -14.500000 | -2.660000 | 546.000000 |
| Nordea Bank Abp | 29 | -0.920000 | 3437.080000 | -16.920000 | -0.490000 | 3453.999992 |
| Essity B | 2 | -4.010000 | 536.800000 | -37.200000 | -6.480000 | 574.000000 |
| International Petroleum Corp. | 5 | 0.090000 | 553.000000 | -41.570000 | -6.990000 | 594.565215 |
| Essity A | 4 | -3.220000 | 1082.000000 | -67.000000 | -5.830000 | 1149.000000 |
| Vivesto | 1368 | 1.490000 | 541.450000 | -71.550000 | -11.670000 | 612.999432 |
| Sampo Oyj SDB | 7 | -1.380000 | 3762.500000 | -87.500000 | -2.270000 | 3850.000000 |
| Fasadgruppen Group | 35 | 0.960000 | 3668.000000 | -143.000000 | -3.750000 | 3810.999990 |
| OX2 | 18 | 0.320000 | 1407.600000 | -256.400000 | -15.410000 | 1663.999992 |
| Axfood | 13 | -2.690000 | 3480.100000 | -275.900000 | -7.350000 | 3756.000001 |
| Ovzon | 52 | 0.000000 | 2761.200000 | -600.800000 | -17.870000 | 3361.999992 |
| TOTAL | 45927.400000 | -961.170000 | -2.6887% | 46888.564618 |
Updated:¶
'2023-01-26 10:41:03.684633'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
